What Ray has posted here refers to importing a PAF file to RM v.2 or earlier. From the paragraph immediately preceding, it appears that RM v.3 and later will open/import a PAF database directly, without the intermediate GEDCOM step. (On the page mentioned, look for the section headed 'Converting from other programs'.)
However, Ray is right to draw attention to the title of the thread. If you have already transferred the whole of your PAF file to RootsMagic and intend now to start using the paid-for version of RM, there should be no further import/conversion necessary. (However, I would definitely keep a copy of the old PAF file as a backup.)
If you've only experimented a bit with a limited manual input into RM, or if you've continued to update your PAF file after trying it out in RM, you'll need to follow the instructions here in order to transfer it again.
And if you're still thinking about other programs, they should come with similar instructions. Since they want you to use their products rather than their competitors', they'll try to make the transition as easy and clear as possible.